查询词典 autocorrelation coefficient

However, as Fama and French (2002) note, the time-series standard errors of the coefficient estimates can be biased downward by autocorrelation in the coefficient estimates.

然而，由于和法国法玛（2002）注意到，该系数估计时间序列的标准差可以向下偏估计的自相关系数。

Based on the model, we use Monte Carlo simulation method to produce a time series, compute the kurtosis, tail-index and the autocorrelation coefficient of the time series and compare it with the corresponding index of the real return series of Shanghai stock markets.

在模型的基础上，利用蒙特卡罗仿真方法生成了股市收益时间序列样本，计算了仿真数据的峰度、尾指数和自相关系数，并与我国上证指数真实收益序列的相应指标进行了对比分析。

The turbulence integral length scale was obtained by the spectra-fitting method and autocorrelation coefficient integration respectively.

用谱拟合法和自相关系数积分法求出了湍流积分尺度。

Fama and French (2002) show that the true standard error is the time-series standard error multiplied by√, where ρ is the autocorrelation of the given regression coefficient.

Fama和French（2002）表明，真正的标准是错误的时间错误的√系列标准，其中ρ是自相关系数相乘的回归。

Proceeding from the correlation of local spatial zone,some theories and methods,such as location quotient,imbalance coefficient,spatial autocorrelation is applied to analyse the spatio-temporal character of the development of road passenger transportation.

从区域内部空间单元的相互关系出发，应用区位商、非平衡性系数、空间自相关等理论和方法分析道路客运发展的时空特征，建立一套区域道路客运发展时空结构分析体系，主要包括非平衡性体系、相关性分析体系、分析方法及衡量指标。

The analysis of the continuous property of raw silk size Setting the decaying rateλand the quasi-cycle value T in the model of the silk size autocorrelation coefficient, building the time series of a single cocoon reeling silk size with autoregressive model, then by combining k such time series according to different phrase, obtained time series of the raw silk size, and finally count up the silk size deviation of the time series.

利用一理想化的正弦波模型生成一粒缫生丝纤度时间序列，通过调查该模型中波动幅度及波动周期的变化对自相关系数序列衰减率的影响，初步建立起一粒缫生丝纤度自相关系数列衰减率λ与纤度时间序列特征数之间的关系式。从而使我们可以生成具有要求连续性特征的生丝纤度时间序列，为进一步研究生丝纤度连续性特征提供了新的途径。

The analysis of the continuous property of raw silk size Setting the decaying rate^and the quasi-cycle value T in the model of the silk size autocorrelation coefficient, building the time series of a single cocoon reeling silk size with autoregressive model, then by combining k such time series according to different phrase, obtained time series of the raw silk size, and finally count up the silk size deviation of the time series.

k粒缀生丝纤度连续性特征解析设定生丝纤度自相关系数模型中衰减率A与拟似周期T的值，用自回归预测模型生成一粒缨生丝纤度时间序列，然后将k个这样的序列以不同位相并合得到卜粒缥生丝纤度序列，统计该序列的生丝纤度偏差。

Secondly, a series of computer programs have been developed and verified according to the deterministic chaos theory and algorithms. These programs are deterministic chaos qualitative analysis tools including phase plots and Poincare section analysis software packages; deterministic chaos quantitative analysis tools including the largest Lyapunov exponent, correlation dimension and Kolmogorov entropy analysis codes and classical analysis such as power spectrum, autocorrelation coefficient and Hurst analysis programs.

其次，根据确定性混沌分析技术主要内容的算法思想，自行开发了相图、Poincare截面等定性分析程序软件包；最大李雅普诺夫指数、关联维数和K熵等定量分析程序软件包以及非线性混沌预测程序软件包；同时，还开发了功率谱、自相关系数、Hurst指数等传统分析技术程序软件包；并运用三种典型的周期运动、混沌运动及随机运动时间序列数据，验证了开发的程序。

When seismic wavelet is in non-minimum phase , we can make it have smaller phase by doing exponential weighting . As for nonwhite noise problem of reflection coefficient , we may employ logarithmic power spectrum to estimate the autocorrelation function of seismic wavelet , then obtain seismic wavelet and deconvolution opera .

当地震子波为非最小相位时，可利用指数加权方法使之小相位化；对于反射系数非白噪声问题，本文提出利用对数功率谱来估算地震子波的自相关函数进而求取地震子波以及反褶积算子的方法；对于理想的期望子波，本文采用"宽带雷克子波"作为期望输出子波。

With the method, tendency of measured value was analyzed, harmonic mode was checked by using autocorrelation function, the relation between spectrum parameters was analyzed and Fourier coefficient was calculated based on the theory of Fourier series. Finally, the significance of every period was tested and dominant period determined so as to establish the prediction model.

首先对实测序列进行趋势项分析；其次用自相关函数进行谐波模式检验；然后根据函数的傅立叶级数展开理论，分析谱参数之间的函数关系，计算傅氏系数；最后采用F分布检验法对周期进行显著性检验，确定主要周期，从而建立预报模型。

According to the clear water experiment, aeration performance of the new equipment is good with high total oxygen transfer coefficient and oxygen utilization ratio.

曝气设备的动力效率在叶轮转速为120rpm～150rpm时取得最大值，此时氧利用率和充氧能力也具有较高值。

The environmental stability of that world - including its crushing pressures and icy darkness - means that some of its most famous inhabitants have survived for eons as evolutionary throwbacks, their bodies undergoing little change.

稳定的海底环境─包括能把人压扁的压力和冰冷的黑暗─意谓海底某些最知名的栖居生物已以演化返祖的样态活了万世，形体几无变化。